I didn't find her death in Ancestry, FamilySearch or the Montana Death records. However, maybe an obituary was published about her death. There is a Roosevelt Co. obituary volunteer at http://freepages.genealogy.rootsweb.ancestry.com/~obitl/volm...
Scroll down to Roosevelt Co.
If that doesn't work out, contact the Roosevelt County Library, www.rooseveltcountylibrary.org/
Death records might not have been required in 1902. If a baby died at birth, it wasn't always given a name. Successful Searching!